+217.0%
HUT vs A
+175.9%
+41.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +5.8% |
| 7D | +3.7% | +4.8% | -1.1% | +0.1% |
| 30D | -32.3% | +5.6% | -38.0% | -34.7% |
| 3M | -35.6% | +23.6% | -59.2% | -45.5% |
| 6M | -42.1% | +56.4% | -98.5% | -60.5% |
| YTD | +24.1% | +33.4% | -9.3% | -3.2% |
| 1Y | +27.9% | +23.7% | +4.2% | +6.2% |
| 3Y | +409.1% | +71.0% | +338.1% | +197.5% |
| 5Y | -25.9% | +16.8% | -42.8% | -37.5% |
| All | +217.0% | +175.9% | +41.1% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling